CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 02-Mar-2023
Day Change Summary
Previous Current
01-Mar-2023 02-Mar-2023 Change Change % Previous Week
Open 0.6845 0.6797 -0.0049 -0.7% 0.6918
High 0.6845 0.6797 -0.0049 -0.7% 0.6918
Low 0.6820 0.6797 -0.0024 -0.3% 0.6786
Close 0.6820 0.6797 -0.0024 -0.3% 0.6789
Range 0.0025 0.0000 -0.0025 -100.0% 0.0132
ATR 0.0042 0.0041 -0.0001 -3.2% 0.0000
Volume 1 0 -1 -100.0% 10
Daily Pivots for day following 02-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6797 0.6797 0.6797
R3 0.6797 0.6797 0.6797
R2 0.6797 0.6797 0.6797
R1 0.6797 0.6797 0.6797 0.6797
PP 0.6797 0.6797 0.6797 0.6797
S1 0.6797 0.6797 0.6797 0.6797
S2 0.6797 0.6797 0.6797
S3 0.6797 0.6797 0.6797
S4 0.6797 0.6797 0.6797
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7225 0.7139 0.6861
R3 0.7094 0.7007 0.6825
R2 0.6962 0.6962 0.6813
R1 0.6876 0.6876 0.6801 0.6853
PP 0.6831 0.6831 0.6831 0.6820
S1 0.6744 0.6744 0.6777 0.6722
S2 0.6699 0.6699 0.6765
S3 0.6568 0.6613 0.6753
S4 0.6436 0.6481 0.6717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6885 0.6778 0.0108 1.6% 0.0031 0.5% 18% False False 4
10 0.6978 0.6778 0.0200 2.9% 0.0024 0.3% 10% False False 2
20 0.7151 0.6778 0.0373 5.5% 0.0021 0.3% 5% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6797
2.618 0.6797
1.618 0.6797
1.000 0.6797
0.618 0.6797
HIGH 0.6797
0.618 0.6797
0.500 0.6797
0.382 0.6797
LOW 0.6797
0.618 0.6797
1.000 0.6797
1.618 0.6797
2.618 0.6797
4.250 0.6797
Fisher Pivots for day following 02-Mar-2023
Pivot 1 day 3 day
R1 0.6797 0.6815
PP 0.6797 0.6809
S1 0.6797 0.6803

These figures are updated between 7pm and 10pm EST after a trading day.

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